Given a finite set of strategies accessible to players, how can the player choose the sequence of his strategies so as to maximize his payoff. This is a complex problem that involves learning in pattern recognition, portfolio management, and scheduling.
UROP1000 UROP1100 UROP2100 UROP3100 UROP4100
The applicant is expected to know how to do numerical simulation and has some background in information physics.
Applicant's Learning Objectives:
Data analysis and analytical calculation using some mathematics in statistics will be conducted.
1 To do some literature review on this subject
2 To learn the basics of game theory, time series analysis, and portfolio management
Complexity of the project involves
1 Generalization to various realistic models of Multi-agent games
2 Application to real data